-22.3%
IP vs FIGR
-29.9%
+7.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.5% |
| 7D | -0.3% | +11.0% | -11.3% | -0.8% |
| 30D | +7.9% | +0.7% | +7.3% | +7.8% |
| 3M | -15.3% | -20.9% | +5.6% | -14.9% |
| 6M | +10.5% | -37.7% | +48.3% | +11.7% |
| YTD | -9.4% | -38.2% | +28.9% | -8.4% |
| 1Y | -4.6% | -27.1% | +22.5% | -4.1% |
| All | -22.3% | -29.9% | +7.6% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIGR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling